+5,872.7%
TER vs HBM
+470.7%
+5,402.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.4% | +8.3% |
| 7D | +5.9% | -1.3% | +7.2% | +6.7% |
| 30D | -30.8% | -14.8% | -15.9% | -27.0% |
| 3M | -29.9% | -20.7% | -9.3% | -24.6% |
| 6M | -27.5% | -13.9% | -13.5% | -23.5% |
| YTD | +37.5% | +10.6% | +26.9% | +35.4% |
| 1Y | +50.3% | +32.4% | +17.9% | +41.2% |
| 3Y | +204.9% | +432.0% | -227.1% | +92.1% |
| 5Y | +89.2% | +205.5% | -116.3% | +29.7% |
| 10Y | +1,077.0% | +291.1% | +785.8% | +523.7% |
| All | +5,872.7% | +470.7% | +5,402.0% | +1,780.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling